Statistical analysis of fractional order system BPF

Spectral method for statistical analysis of fractional order system.

Based on operational matrix technique,explicit relations between first and second order moments of stochastic input and output for linear fractional order system are derived.
Ref.:
[1] Pham Luu Trung Duong & Moonyong Lee
,Uncertainty quantification for fractional order PI control system: polynomial chaos approach IFAC
conference on PID control 2012 Brescia, Italy,
[2] Pham Luu Trung Duong & Moonyong Lee
,Uncertainty propagation in stochastic fractional order processes using spectral methods(Commun Nonlinear Sci Numer Simulat 2012) doi:10.1016/j.cnsns.2012.01.031
http://www.sciencedirect.com/science/article/pii/S1007570412000536
[3]M . Grigoriu Linear systems with fractional Brownian motion and Gaussian noise Probabilistic Engineering Mechanics 22 (2007) 276–284
[4]Pham Luu Trung Duong & Moonyong Lee, Deterministic and stochastic analysis of distributed order systems using operational matrix, http://arxiv.org/abs/1312.3048